+40.4%
GDO vs SPY
+304.1%
-263.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -1.2% | -3.7% | +2.5% | -0.1% |
| 3M | -5.6% | -2.7% | -2.9% | -4.9% |
| 6M | -9.1% | +2.2% | -11.3% | -9.8% |
| YTD | -11.2% | +10.8% | -22.0% | -13.9% |
| 1Y | -7.0% | +11.2% | -18.3% | -10.0% |
| 3Y | +17.5% | +76.5% | -59.0% | -1.0% |
| 5Y | -9.6% | +72.9% | -82.5% | -24.0% |
| 10Y | +40.4% | +304.8% | -264.4% | -10.1% |
| All | +40.4% | +304.1% | -263.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling